I am a licensed AZ Emissions Inspector. In AZ you must have all original equipment. So yes you have to have cats. You are newer than 1996 so all they will do is scan to make sure there is no engine light. They only dyno diesel and 1995 and older for smog. 2011 and newer do not need emissions testing.

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It really depends on where you live in Arizona: the Arizona Dept of Environmental Quality (ADEQ) is currently only testing emissions in the Tucson (Pima County) and Phoenix (Maricopa County) metropolitan areas. If you live AND work outside of these areas, your vehicle doesn't need to be tested.

As PitSnipe mentioned, if you do live in an emissions testing area, they will scan your vehicle using the OBDII port, and as long as you have no emissions related codes, AND your "Readiness" monitors are set (they must show "Ready"), then you will pass without issue.